I notice that there are three primary partition already, when you shrink the OS partition and create a new partition, the new partition may create as extended partition(logical partition)
Here, you should pay attention, you'd better leave a large free space for this new partition, if you want to create more partitions you could only use the space from the logical partition, but not the primary partition. This is because, the MBR disk could contain at most four primary partition or three primary partition with one extended partition (you could create a lot of logical partition in the extended partition).
To avoid this problem you'd better not use the disk management to create new partition, because there's no option to select primary or logical, it will be created automatic. The first three partition will be primary and the last one would be extended (logical partition).
Just use other partition software such as
* Aomei Partition Assistant Home Edition